مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal investment strategies with bounded risks, general utilities, and goal achieving

Title of article :

Optimal investment strategies with bounded risks, general utilities, and goal achieving

Author/Authors :

Nikolai Dokuchaev، نويسنده , , Xun Yu Zhou، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2001

Pages :

From page :

289

To page :

309

Keywords :

Bounded risks , Goal achieving , Optimal portfolio , Diffusion market model

Journal title :

Journal of Mathematical Economics

Serial Year :

2001

Journal title :

Journal of Mathematical Economics

Record number :

155791

Link To Document :